Module scid.ports.minpack.dogleg

Functions

Name Description
dogleg Given an m by n matrix A, an n by n nonsingular diagonal matrix D, an m-vector b, and a positive number delta, the problem is to determine the convex combination x of the Gauss-Newton and scaled gradient directions that minimizes (Ax-b) in the least squares sense, subject to the restriction that the Euclidean norm of Dx be at most delta.

Authors

Lars Tandle Kyllingstad

Copyright

Copyright (c) 2009, Lars T. Kyllingstad. All rights reserved.

License

Boost Licence 1.0